Exercise 4.6 Compute the saddlepoint approximation of the density and the distribution function of a non-central chi-square

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Exercise 4.6 Compute the saddlepoint approximation of the density and the distribution function of a non-central chi-square distribution. Compare the graph of the approximated density with the real one when the degrees of freedom are

ν = 5 and the non-centrality parameter is 2.5.

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Statistical Methods For Financial Engineering

ISBN: 9781032477497

1st Edition

Authors: Bruno Remillard

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Question Posted: Oct 26, 2024 06:01 AM

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Exercise 4.6 Compute the saddlepoint approximation of the density and the distribution function of a non-central chi-square distribution. Compare the graph of the approximated density with the real...
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Exercise 4.6 Compute the saddlepoint approximation of the density and the distribution function of a non-central chi-square

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Statistical Methods For Financial Engineering

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